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  • DLTR vs STLD✓SelectedUSD · STLDDLTR vs STLD performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

DLTR vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,496.3%
STLD return
+8,684.3%
Excess return
-5,188.0%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D+0.3%-1.6%+1.9%+0.6%
7D+2.5%+3.1%-0.7%+1.9%
30D+2.1%-9.0%+11.1%+3.5%
3M+20.3%-12.4%+32.6%+22.5%
6M+11.5%+25.5%-14.0%+6.7%
YTD+6.8%+43.6%-36.8%-0.2%
1Y+31.1%+87.2%-56.1%+17.0%
3Y+10.7%+135.2%-124.6%-6.3%
5Y+41.6%+290.9%-249.3%+7.8%
10Y+58.1%+1,113.5%-1,055.3%-3.7%
All+3,496.3%+8,684.3%-5,188.0%+976.6%

Cumulative growth

Daily Returns

Daily percentage return beside STLD.

Daily Out/Under-Performance

Portfolio return minus STLD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling